Are you sure? A trivial search on Google scholar suggests scientists have identified specific genes that may be responsible for risky behavior. (A very cursory look seems to implicate genes that alter dopamine pathways, which, to a layperson, would make sense since dopamine is heavily involved with motivation.)
No. But from a quick search, it sounds like there are ~~100 different genes believed to be involved in risk tolerance. Vs. the extremely simple A/B/O inheritance of blood types.
I think you're moving the goalposts here. The original claim was that high-risk behavior isn't reliably inherited. You gave blood type as an example of an inheritable factor, but there are many other inheritable factors beyond blood type. The fact that we can identify not just inheritable factors but specific genes related to risky behavior clearly undermines your point.
Whether or not the risky behavior is due to single alleles or complex interactions between multiple genes is a different argument than whether risky behavior is inheritable.